Pierre Gruet
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Estimation of the number of factors in a multi-factorial Heath-Jarrow-Morton model in power markets | 2024-09-25 | Paper |
| A mixture representation of the spectral distribution of isotropic kernels with application to random Fourier features (available as arXiv preprint) | 2024-01-01 | Paper |
| Electricity Intraday Price Modelling with Marked Hawkes Processes Applied Mathematical Finance | 2023-05-24 | Paper |
| Efficient volatility estimation in a two-factor model Scandinavian Journal of Statistics | 2020-11-30 | Paper |
| An optimal trading problem in intraday electricity markets Mathematics and Financial Economics | 2016-03-08 | Paper |
Research outcomes over time
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